+67.8%
CHYM vs CLX
-6.5%
+74.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +5.0% |
| 7D | +3.7% | +14.2% | -10.5% | +1.7% |
| 30D | +5.6% | +22.7% | -17.1% | +2.5% |
| 3M | +19.7% | -2.8% | +22.5% | +19.4% |
| 6M | +35.3% | +17.7% | +17.6% | +34.8% |
| YTD | +18.7% | +3.3% | +15.3% | +10.8% |
| 1Y | +67.8% | -5.6% | +73.4% | +67.0% |
| All | +67.8% | -6.5% | +74.4% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling